Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47948.13 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.077 %¶

This Week¶

Return: 0.07 %¶

Total¶

Return: 56.965 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 -0.740000 2817.500000 181.500000 6.890000 2636.000010
Corem Property Group B 59 0.370000 635.430000 58.430000 10.130000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.340000 391.700000 36.700000 10.340000 355.000000
SAAB B 8 0.280000 3412.800000 35.800000 1.060000 3377.000000
Resurs Holding 22 -0.110000 603.020000 29.020000 5.060000 573.999998
Intrum 4 0.180000 547.400000 20.400000 3.870000 527.000000
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.390000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Securitas B 6 0.410000 582.360000 12.360000 2.170000 570.000000
Swedbank A 3 1.080000 574.650000 10.650000 1.890000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.990000 541.970000 7.970000 1.490000 533.999999
Karnov Group 9 0.330000 543.600000 7.600000 1.420000 536.000004
Handelsbanken A 5 0.410000 548.250000 2.250000 0.410000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
International Petroleum Corp. 5 -1.220000 568.000000 -26.570000 -4.470000 594.565215
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.040000 3659.500000 -96.500000 -2.570000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 1.070000 2943.200000 -418.800000 -12.460000 3361.999992
TOTAL 46551.600000 -336.970000 -1.40516% 46888.564618

Updated:¶

'2023-01-24 09:31:51.468865'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶